-100.0%
VIVK vs CG
+314.7%
-414.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.1% |
| 7D | -4.4% | -9.9% | +5.5% | -2.9% |
| 30D | -40.8% | -11.7% | -29.2% | -39.7% |
| 3M | -94.1% | -4.3% | -89.9% | -94.1% |
| 6M | -98.2% | -8.8% | -89.4% | -98.2% |
| YTD | -98.0% | -26.9% | -71.2% | -97.9% |
| 1Y | -100.0% | -35.4% | -64.5% | -100.0% |
| 3Y | -100.0% | +43.0% | -143.0% | -100.0% |
| 5Y | -100.0% | +1.9% | -101.9% | -100.0% |
| All | -100.0% | +314.7% | -414.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling